Uusi kielemme - Finnish for busy people by Inge Holsteyn - A thorough reference on word morphology and sentence structure. This is the first place that I go when I need something grammatical explained (which is all the time).

Tavataan taas! at the University of Helsinki Language Centre. Good audio exercises.

Wikipedia - Ural-Altaic languages - My Hungarian friend has insisted that Mongolian is related to the Uralic languages. The hypothesis is a good one, but not within consensus anymore. On a related note, I used to think that Nokia was a Japanese company. Finnish words sound a lot like Japanese words. The consonants are similar and there are few fricatives. The syllabic rhythm is quite similar.